+95.9%
BAC vs SLV
+123.6%
-27.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +1.5% | -3.9% | +5.4% | +1.8% |
| 30D | -6.4% | -15.6% | +9.3% | -5.2% |
| 3M | -21.7% | -23.6% | +1.9% | -20.2% |
| 6M | +0.5% | -42.6% | +43.1% | +4.2% |
| YTD | -6.7% | -30.0% | +23.3% | -8.1% |
| 1Y | -4.7% | -6.6% | +2.0% | -10.4% |
| All | +95.9% | +123.6% | -27.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling